+264.9%
PG vs SSNC
+1,015.4%
-750.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -2.7% | -6.7% | +4.1% | -1.6% |
| 30D | -1.5% | -0.8% | -0.7% | -1.4% |
| 3M | -3.4% | +16.1% | -19.4% | -5.7% |
| 6M | -7.0% | +7.9% | -14.9% | -8.3% |
| YTD | +2.0% | -8.7% | +10.7% | +2.9% |
| 1Y | -6.5% | -9.5% | +3.0% | -5.5% |
| 3Y | +1.2% | +47.7% | -46.5% | -6.0% |
| 5Y | +12.8% | +17.6% | -4.9% | +7.5% |
| 10Y | +117.7% | +167.7% | -50.1% | +80.4% |
| All | +264.9% | +1,015.4% | -750.5% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling